NYMEX Natural Gas Future February 2021
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
3.249 |
3.183 |
-0.066 |
-2.0% |
3.313 |
| High |
3.304 |
3.303 |
-0.001 |
0.0% |
3.356 |
| Low |
3.186 |
3.175 |
-0.011 |
-0.3% |
3.041 |
| Close |
3.193 |
3.248 |
0.055 |
1.7% |
3.100 |
| Range |
0.118 |
0.128 |
0.010 |
8.5% |
0.315 |
| ATR |
0.108 |
0.109 |
0.001 |
1.3% |
0.000 |
| Volume |
16,732 |
24,742 |
8,010 |
47.9% |
110,991 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.626 |
3.565 |
3.318 |
|
| R3 |
3.498 |
3.437 |
3.283 |
|
| R2 |
3.370 |
3.370 |
3.271 |
|
| R1 |
3.309 |
3.309 |
3.260 |
3.340 |
| PP |
3.242 |
3.242 |
3.242 |
3.257 |
| S1 |
3.181 |
3.181 |
3.236 |
3.212 |
| S2 |
3.114 |
3.114 |
3.225 |
|
| S3 |
2.986 |
3.053 |
3.213 |
|
| S4 |
2.858 |
2.925 |
3.178 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.111 |
3.920 |
3.273 |
|
| R3 |
3.796 |
3.605 |
3.187 |
|
| R2 |
3.481 |
3.481 |
3.158 |
|
| R1 |
3.290 |
3.290 |
3.129 |
3.228 |
| PP |
3.166 |
3.166 |
3.166 |
3.135 |
| S1 |
2.975 |
2.975 |
3.071 |
2.913 |
| S2 |
2.851 |
2.851 |
3.042 |
|
| S3 |
2.536 |
2.660 |
3.013 |
|
| S4 |
2.221 |
2.345 |
2.927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.304 |
3.041 |
0.263 |
8.1% |
0.139 |
4.3% |
79% |
False |
False |
23,711 |
| 10 |
3.420 |
3.041 |
0.379 |
11.7% |
0.124 |
3.8% |
55% |
False |
False |
21,400 |
| 20 |
3.420 |
3.041 |
0.379 |
11.7% |
0.108 |
3.3% |
55% |
False |
False |
16,963 |
| 40 |
3.420 |
3.012 |
0.408 |
12.6% |
0.089 |
2.7% |
58% |
False |
False |
14,421 |
| 60 |
3.420 |
2.756 |
0.664 |
20.4% |
0.081 |
2.5% |
74% |
False |
False |
11,853 |
| 80 |
3.420 |
2.750 |
0.670 |
20.6% |
0.073 |
2.2% |
74% |
False |
False |
10,441 |
| 100 |
3.420 |
2.750 |
0.670 |
20.6% |
0.069 |
2.1% |
74% |
False |
False |
9,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.847 |
|
2.618 |
3.638 |
|
1.618 |
3.510 |
|
1.000 |
3.431 |
|
0.618 |
3.382 |
|
HIGH |
3.303 |
|
0.618 |
3.254 |
|
0.500 |
3.239 |
|
0.382 |
3.224 |
|
LOW |
3.175 |
|
0.618 |
3.096 |
|
1.000 |
3.047 |
|
1.618 |
2.968 |
|
2.618 |
2.840 |
|
4.250 |
2.631 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3.245 |
3.232 |
| PP |
3.242 |
3.216 |
| S1 |
3.239 |
3.201 |
|